-3.6%
SMR vs STRL
+1,500.3%
-1,503.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -3.6% |
| 7D | +4.4% | +3.4% | +1.0% | +2.4% |
| 30D | +3.4% | -9.2% | +12.7% | +8.1% |
| 3M | -19.2% | -51.0% | +31.9% | +15.8% |
| 6M | -22.6% | +15.8% | -38.4% | -42.1% |
| YTD | -31.5% | +58.9% | -90.4% | -59.2% |
| 1Y | -73.1% | +68.5% | -141.6% | -84.3% |
| 3Y | +55.0% | +485.2% | -430.3% | -50.8% |
| All | -3.6% | +1,500.3% | -1,503.9% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling